A Bitcoin-inspired infinite-server model with a random fluid limit

被引:17
|
作者
Frolkova, Maria [1 ]
Mandjes, Michel [1 ]
机构
[1] Univ Amsterdam, Korteweg de Vries Inst Math, Sci Pk 105-107, NL-1098 XG Amsterdam, Netherlands
关键词
Fluid limit; stochastic-process limit; growth-collapse process; BEHAVIOR;
D O I
10.1080/15326349.2018.1559739
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The synchronization process inherent to the Bitcoin network gives rise to an infinite-server model with the unusual feature that customers interact. Among the closed-form characteristics that we derive for this model is the busy period distribution which, counterintuitively, does not depend on the arrival rate. We explain this by exploiting the equivalence between two specific service disciplines, which is also used to derive the model's stationary distribution. Next to these closed-form results, the second major contribution concerns an asymptotic result: a fluid limit in the presence of service delays. Since fluid limits arise under scalings of the law-of-large-numbers type, they are usually deterministic, but in the setting of the model discussed in this paper the fluid limit is random (more specifically, of growth-collapse type).
引用
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页码:1 / 32
页数:32
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